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Investmentanalyse
Hielscher, Udo - 1996 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10000563913
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Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred; Wittkemper, Hans-Georg; Wolf, J. Benedict - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 74-94
Persistent link: https://www.econbiz.de/10001407711
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Portfolio Selection und Schätzfehler bei den erwarteten Renditen : Ergebnisse für den deutschen Aktienmarkt
Schäfer, Klaus; Zimmermann, Peter - In: Finanzmarkt und Portfolio-Management 12 (1998) 2, pp. 131-149
Persistent link: https://www.econbiz.de/10001407727
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Management des Spread- und Kuponrisikos
Ripper, Klaus - In: Die Bank (1999) 10, pp. 710-715
Persistent link: https://www.econbiz.de/10001409112
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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The mean-variance model with capital controls and expectations formation : a test on German portfolio data
Jansen, W. Jos - In: Applied financial economics 8 (1998) 4, pp. 333-346
Persistent link: https://www.econbiz.de/10001363499
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A dynamic singular equation system of asset demand
Zietz, Joachim - In: European economic review : EER 32 (1988) 6, pp. 1349-1357
Persistent link: https://www.econbiz.de/10001051253
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Portfolio choice, transactions costs and monopoly power
Neumann, Manfred - In: Empirica : journal of european economics 20 (1993) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10001153662
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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560